Monday, February 11, 2013

1302.1911 (Jack Raymond et al.)

Correcting beliefs in the mean-field and Bethe approximations using
linear response

Jack Raymond, Federico Ricci-Tersenghi
Approximating marginals of a graphical model is one of the fundamental problems in the theory of networks. In a recent paper a method was shown to construct a variational free energy such that the linear response estimates, and maximum entropy estimates (for beliefs) are in agreement, with implications for direct and inverse Ising problems[1]. In this paper we demonstrate an extension of that method, incorporating new information from the response matrix, and we recover the adaptive-TAP equations as the first order approximation[2]. The method is flexible with respect to applications of the cluster variational method, special cases of this method include Naive Mean Field (NMF) and Bethe. We demonstrate that the new framework improves estimation of marginals by orders of magnitude over standard implementations in the weak coupling limit. Beyond the weakly coupled regime we show there is an improvement in a model where the NMF and Bethe approximations are known to be poor for reasons of frustration and short loops.
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